+104.1%
GLD vs STM
-5.1%
+109.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -4.6% | +12.0% | -16.6% | -5.3% |
| 30D | -5.5% | -0.4% | -5.1% | -5.6% |
| 3M | -10.9% | -13.2% | +2.3% | -10.3% |
| 6M | -17.4% | -26.1% | +8.6% | -16.2% |
| YTD | -10.3% | +81.2% | -91.5% | -12.9% |
| 1Y | -7.2% | +98.3% | -105.5% | -10.2% |
| 3Y | +96.9% | +16.7% | +80.2% | +93.1% |
| All | +104.1% | -5.1% | +109.1% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling